Earlier quoted context omitted.
Alcohol in particular is notorious for making depression worse. https://www.quitalcohol.com/alcohol-abuse/alcohol-and-suicid...
Cannabis can make underlying mental health problems worse. I guess it's important to note people should not self-medicate with any drug. https://scholar.google.ca/scholar?hl=en&as_sdt=0%2C5&as_vis=...
Causal association has been ruled out in the case of depression, and in regards to anxiety, the primary mental system it is involved with, the interaction goes both ways, with cost vs benefit unclear and academically unsettled.